Invitation | CITIC Securities 14th Financial Derivatives and Quantitative Strategy Seminar (Detailed Agenda Version)

Dear Valued Customer,

The 14th Financial Derivatives and Quantitative Strategies Seminar hosted by CITIC Securities will be held in Wuhan, Hubei, on March 26-27. We sincerely invite you to attend.

In recent years, the domestic asset management and wealth management markets have continued to grow. Against the backdrop of declining risk-free returns, faster asset rotation, expanding index products, and increasingly diverse high-net-worth individual investment needs, wealth management is shifting toward a new paradigm of multi-asset, multi-strategy systematic allocation. Meanwhile, rapid developments in AI, big data, and other technologies are continuously driving quantitative investing from traditional factor models toward smarter, more systematic approaches.

Looking ahead, how can we build systematic investment plans based on index tools? How can product and strategy innovation meet the increasingly diverse investor demands? How can technology empower us to improve the efficiency of quantitative research and investment? How can financial derivatives serve medium- and long-term capital?

This seminar focuses on two core themes: “Allocation Strategies and Wealth Allocation Solutions” and “Recent Advances and Practices in Quantitative Investment Technologies.” The first day features thematic forums and roundtable discussions, while the second day offers one-on-one exchanges and on-site visits to private fund managers. The goal is to create a professional, in-depth, and forward-looking platform for idea exchange, gathering industry wisdom to explore the latest trends in asset allocation and quantitative investing.

Spring rivers flow vast, wisdom gathers in Jiangcheng. Join us beneath the Yellow Crane Tower to discuss new paradigms in asset allocation, and along the Yangtze River to envision the future of quantitative investment. We look forward to seeing you in Wuhan!

Asset Allocation Strategies and Wealth Allocation Solutions

Theme Forum

March 26, 2026, Morning

| Moderator |

Liu Xiaotian, Chief Analyst of Portfolio Allocation, CITIC Securities

08:50-09:00

Opening Remarks

09:00-09:40

Development Trends and Outlook for Index Investing—A Perspective Based on Allocation Indexes

Zhao Yonggang, General Manager of Research & Development, CSI Index Co., Ltd.

09:40-10:10

Top-Down Dynamic Asset Allocation Framework

Xiong Jun, Former Deputy Director of Planning Department, National Social Security Fund Council

10:10-10:40

2026 Portfolio Allocation Strategies: Timing the Market and Tailoring Solutions

Liu Xiaotian, Chief Analyst of Portfolio Allocation, CITIC Securities

10:40-12:00

Roundtable: Practice and Outlook of Multi-Asset, Multi-Strategy Allocation (Topics: Practical Solutions, Overseas Investment Advisory Experience, Commodity Perspectives, Macro Timing & Style Rotation, Manager Selection)

Host:

Wang Zixiong, Portfolio Allocation Analyst, CITIC Securities

Guests:

Dai Min, Head of Fund Advisory, Fidelity Funds

Li He, Fund Manager, Qianhai Kaiyuan Fund

Tang Dongguo, Chief Analyst of Financial Products, CITIC Securities

Wang Bolong, Portfolio Allocation Analyst, CITIC Securities

Recent Advances and Practices in Quantitative Investment Technologies

March 26, 2026, Afternoon

| Moderator |

Wang Zhaoyu, Chief Quantitative Strategist, CITIC Securities

13:20-13:30

Opening Remarks

13:30-14:10

What Are the Core Variables in Scientific Investing?

Zhang Zili, Managing Director & Chief Scientist, Harvest Fund

14:10-14:40

Breakthroughs and Practices in Low-Latency Trading Hardware and Software

He Zhidong, Vice President & Partner, Huarei Technology

14:40-15:10

Global Multi-Factor Quantitative Models

Wang Zhaoyu, Chief Quantitative Strategist, CITIC Securities

15:10-15:40

How Stock Index Futures Can Serve Medium- and Long-Term Capital

Jiang Qin, Chief Researcher, CITIC Futures Equity & Options Strategies

15:40-16:10

Opportunities in Overseas Fintech Development in the AI Agent Era

Wu Yanan, Chairman, Singapore KuaiKuai Belt & Road Holdings

16:10-17:30

Roundtable: Product Innovation, Technology Innovation, and Systematic Investment Practices

Host:

Ti Yuntao, Assistant General Manager & Fund Manager, Debang Fund

Guests:

Wei Huabin, Deputy General Manager & Partner, Beijing Qiji Hechu Investment

Fang Ming, Deputy General Manager, Zhengren Quantitative

Shi Zhou, ETF Strategy & Thematic Quantitative Analyst, CITIC Securities

Empowering Institutional Research with Wealth Allocation Systems

Closed-door Seminar

March 27, 2026, Morning

| Moderator |

Liu Xiaotian, Chief Analyst of Portfolio Allocation, CITIC Securities

Open only to invited fund clients

Exclusive One-on-One Meetings

March 27, 2026, All Day

| Coordinator |

Wang Zixiong, Portfolio Allocation Analyst, CITIC Securities

Please complete registration via the conference website homepage.

One-on-One Analyst Meetings

March 27, 2026, All Day

| Coordinator |

Wang Bolong, Portfolio Allocation Analyst, CITIC Securities

Please complete registration via the conference website homepage.

2026 ETF Investment and Strategy Allocation—Deciding Between Win Rate and Odds

Zhao Wenrong, Chief Quantitative Strategist, CITIC Securities

Innovations in Index Development and Business Models for Index Services

Gu Shengxi, Chief Index Researcher, CITIC Securities

Bond ETFs and Multi-Asset ETFs in the New Fixed Income Era

Wang Yichen, Financial Product Analyst, CITIC Securities

Multi-Asset Tactical Allocation: Macro Timing, Style Rotation, and Sector Allocation

Wang Bolong, Portfolio Allocation Analyst, CITIC Securities

2025 Review and Outlook for Sector Theme ETFs

Wang Zixiong, Portfolio Allocation Analyst, CITIC Securities

Practical Applications of Clustering Algorithms in Fund Investment

Gu Jiaxin, Financial Product Analyst, CITIC Securities

Investment Opportunities in A-Share Broad Index Adjustments

Yang Yuze, Index Research Analyst, CITIC Securities

Hong Kong IPOs, Stock Connect Strategies, and Event-Driven A-Share Strategies

Zhang Qiang, Quantitative Strategist, CITIC Securities

Active Equity Fund Selection and Business Models

He Wanglan, Financial Product Analyst, CITIC Securities

Quantitative Strategies for A-Shares: Finding Performance Clues

Shangguan Peng, Quantitative Strategist, CITIC Securities

Private Fund Manager Series — Private Placement Participation (By Invitation Only)

March 27, 2026, All Day

| Event Coordinator |

Tang Dongguo, Chief Analyst of Financial Products, CITIC Securities

08:30-09:30

Manager Name

Sui Shi Investment

Main Strategy Types

Futures Arbitrage, T0 Stock Trading

Research Contact

Tang Dongguo, Chief Analyst of Financial Products, CITIC Securities

Manager Highlights

A quantitative trading asset management firm focused on data and technology, leveraging deep understanding of market microstructure and low-latency response to develop a unique Alpha strategy system. Driven by research and development, the company has built an end-to-end technical system covering strategy development, trading execution, and risk control, aiming to become a low-latency trading firm with core technological mastery.

09:30-10:30

Manager Name

Junze Asset

Main Strategy Types

Quantitative Stock Selection

Research Contact

Wang Yichen, Financial Product Analyst, CITIC Securities

Manager Highlights

Since inception, the company has adhered to the philosophy of “Data-Driven Decision Making and Technology Empowerment.” Led by fund manager Zhou Zulang, the team focuses on utilizing cutting-edge deep learning techniques to achieve smarter, more efficient market profit capture. They have independently developed innovative “end-to-end” deep learning models that replace traditional factor engineering and multi-model chaining, directly converting data into decisions. By deeply mining complex patterns in data (price-volume, fundamentals, etc.) and dynamically adapting to market changes, they enhance strategy potential.

10:30-11:30

Manager Name

Zhaorong Hui Li, Wuhan

Main Strategy Types

Quantitative Multi-Strategy, Momentum Stocks

Research Contact

Wang Zixiong, Portfolio Allocation Analyst, CITIC Securities

Manager Highlights

Founded in 2011 by Wuhan University alumni, the firm has grown steadily over years with a stable team. Based on a scientific investment philosophy and methodology, combining value investing with quantitative analysis, it has established a comprehensive strategy framework from asset modeling and valuation to strategy allocation. By integrating alpha extraction and portfolio management, it aims for long-term, sustainable, and predictable returns.

13:00-14:00

Manager Name

Yanzhen Investment

Main Strategy Types

Index Enhancement, Market Neutral

Research Contact

Zhang Qiang, Quantitative Strategist, CITIC Securities

Manager Highlights

The firm upholds the philosophy of “Seeking Truth and Rationality,” focusing on applying Transformer deep learning algorithms to analyze asset price fluctuations and trading information for return and risk prediction. They have built a complete deep learning architecture from data to signals. The core research team graduated from top universities worldwide, with extensive secondary market experience and deep understanding, committed to providing systematic solutions for long-term, stable, and sustainable excess returns.

14:00-15:00

Manager Name

Wuhan Xinbo Run

Main Strategy Types

Value Growth Strategy

Research Contact

He Wanglan, Financial Product Analyst, CITIC Securities

Manager Highlights

With over 20 years of equity investment experience, the team specializes in primary and secondary markets, focusing on tech innovation, healthcare, consumer sectors, and emerging industries. Centered on value investing, they conduct multi-dimensional industry research and stock selection, covering domestic and international markets, aiming to identify industry leaders across multiple cycles for stable returns, with strong local and global presence.

15:00-16:00

Manager Name

Qingdao Time Series

Main Strategy Types

Dividend Enhancement, Macro Timing

Research Contact

Wang Zixiong, Portfolio Allocation Analyst, CITIC Securities

Manager Highlights

Focusing on absolute return as the core goal, the firm has built a top-down A-share style framework that integrates macro, industry, company, and capital insights, generating several absolute return strategies capable of navigating different market environments.

16:00-17:00

Manager Name

Wuhan Tongan Layer

Main Strategy Types

Market Neutral, Quantitative Long-Short

Research Contact

Shangguan Peng, Quantitative Strategist, CITIC Securities

Manager Highlights

With a management scale of 3 billion RMB, over 80% of clients are institutional direct investors. The team has nearly 20 years of trading experience, with core members having zero turnover. The team of 40 includes over 80% in research and trading, all self-trained. They employ fully quantitative trading across multiple assets, cycles, and strategies, with stable long-term performance and high Sharpe ratios, utilizing proprietary algorithms.

Registration for Conference

Important Reminders:

1. Registration is required in advance. Priority is given to client managers registering on your behalf. Self-registration must accurately specify your designated client manager; otherwise, identity verification may fail, affecting approval.

2. To attend specific sessions, you must complete the conference registration and approval first.

Online registration link:

Scan QR code to register:

Registration deadline: March 24, 2026, 15:00

On-site location: Wuhan, Hubei Province

Conference inquiries (Research Department, CITIC Securities):

Main Forum - Wang Zhaoyu: 18616637617

wangzhaoyu@citics.com

Exclusive Meetings - Liu Xiaotian: 13520238065

liuxiaotian@citics.com

Manager Research - Tang Dongguo: 18810340828

tangdongguo@citics.com

This is a closed-door, non-public event. All content is for attendees only. Without authorization from speakers and hosts, please do not directly or indirectly share recordings, images, transcripts, or summaries of the meeting. We reserve the right to pursue legal action against violations.

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